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:: Volume 13, Issue 1 (9-2019) ::
JSS 2019, 13(1): 57-75 Back to browse issues page
New Results on Stochastic Comparisons of Smallest Claim Amounts in Two Heterogeneous Portfolios with Weibull Claims
Ghobad Barmalzan *
Abstract:   (7195 Views)

‎In this paper‎, ‎under certain conditions‎, ‎the usual stochastic‎, ‎convex and dispersive orders between the smallest claim amounts with independent Weibull claims are discussed‎. ‎Also‎, ‎under conditions on some well-known common copula‎, ‎some stochastic comparisons of smallest claim amounts with dependent heterogeneous claims have been obtained‎.

Keywords: ‎Smallest Claim Amounts‎, ‎Survival Copula Function‎, ‎Stochastic Comparisons‎, ‎Proportional Hazard Rate Model‎, ‎Majorization.
Full-Text [PDF 200 kb]   (1475 Downloads)    
Type of Study: Research | Subject: Theoritical Statistics
Received: 2017/06/25 | Accepted: 2018/09/5 | Published: 2019/02/25
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Barmalzan G. New Results on Stochastic Comparisons of Smallest Claim Amounts in Two Heterogeneous Portfolios with Weibull Claims. JSS 2019; 13 (1) :57-75
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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 13, Issue 1 (9-2019) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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